Metlen Energy (Greece) Market Value
| MTLN Stock | 44.12 0.52 1.19% |
| Symbol | Metlen |
Metlen Energy 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Metlen Energy's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Metlen Energy.
| 09/30/2025 |
| 12/29/2025 |
If you would invest 0.00 in Metlen Energy on September 30, 2025 and sell it all today you would earn a total of 0.00 from holding Metlen Energy Metals or generate 0.0% return on investment in Metlen Energy over 90 days.
Metlen Energy Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Metlen Energy's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Metlen Energy Metals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 9.15 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 3.08 |
Metlen Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metlen Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metlen Energy's standard deviation. In reality, there are many statistical measures that can use Metlen Energy historical prices to predict the future Metlen Energy's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.33) |
Metlen Energy Metals Backtested Returns
Metlen Energy Metals has Sharpe Ratio of -0.0513, which conveys that the firm had a -0.0513 % return per unit of risk over the last 3 months. Metlen Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Metlen Energy's Standard Deviation of 2.04, risk adjusted performance of (0.05), and Mean Deviation of 1.56 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Metlen Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metlen Energy is expected to be smaller as well. At this point, Metlen Energy Metals has a negative expected return of -0.11%. Please make sure to verify Metlen Energy's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Metlen Energy Metals performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
Metlen Energy Metals has virtually no predictability. Overlapping area represents the amount of predictability between Metlen Energy time series from 30th of September 2025 to 14th of November 2025 and 14th of November 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Metlen Energy Metals price movement. The serial correlation of 0.03 indicates that only 3.0% of current Metlen Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
Metlen Energy Metals lagged returns against current returns
Autocorrelation, which is Metlen Energy stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Metlen Energy's stock expected returns. We can calculate the autocorrelation of Metlen Energy returns to help us make a trade decision. For example, suppose you find that Metlen Energy has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Metlen Energy regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Metlen Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metlen Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metlen Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Metlen Energy Lagged Returns
When evaluating Metlen Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metlen Energy stock have on its future price. Metlen Energy autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Metlen Energy autocorrelation shows the relationship between Metlen Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Metlen Energy Metals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Metlen Stock Analysis
When running Metlen Energy's price analysis, check to measure Metlen Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Metlen Energy is operating at the current time. Most of Metlen Energy's value examination focuses on studying past and present price action to predict the probability of Metlen Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metlen Energy's price. Additionally, you may evaluate how the addition of Metlen Energy to your portfolios can decrease your overall portfolio volatility.